all: fix interval window struct usage

erlangzhang · Aug 24, 2022 · 2e71e63 · 2e71e63
1 parent d71fd36
commit 2e71e63
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Showing 7 changed files with 19 additions and 19 deletions.
diff --git a/pkg/indicator/dema.go b/pkg/indicator/dema.go
@@ -38,8 +38,8 @@ func (inc *DEMA) TestUpdate(value float64) *DEMA {
 func (inc *DEMA) Update(value float64) {
 	if len(inc.Values) == 0 {
 		inc.SeriesBase.Series = inc
-		inc.a1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.a2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
+		inc.a1 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.a2 = &EWMA{IntervalWindow: inc.IntervalWindow}
 	}
 
 	inc.a1.Update(value)

diff --git a/pkg/indicator/hull.go b/pkg/indicator/hull.go
@@ -24,9 +24,9 @@ var _ types.SeriesExtend = &HULL{}
 func (inc *HULL) Update(value float64) {
 	if inc.result == nil {
 		inc.SeriesBase.Series = inc
-		inc.ma1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window / 2}}
-		inc.ma2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.result = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, int(math.Sqrt(float64(inc.Window)))}}
+		inc.ma1 = &EWMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: inc.Window / 2}}
+		inc.ma2 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.result = &EWMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: int(math.Sqrt(float64(inc.Window)))}}
 	}
 	inc.ma1.Update(value)
 	inc.ma2.Update(value)

diff --git a/pkg/indicator/tema.go b/pkg/indicator/tema.go
@@ -22,9 +22,9 @@ type TEMA struct {
 func (inc *TEMA) Update(value float64) {
 	if len(inc.Values) == 0 {
 		inc.SeriesBase.Series = inc
-		inc.A1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.A2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.A3 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
+		inc.A1 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.A2 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.A3 = &EWMA{IntervalWindow: inc.IntervalWindow}
 	}
 	inc.A1.Update(value)
 	a1 := inc.A1.Last()

diff --git a/pkg/indicator/till.go b/pkg/indicator/till.go
@@ -33,12 +33,12 @@ func (inc *TILL) Update(value float64) {
 			inc.VolumeFactor = defaultVolumeFactor
 		}
 		inc.SeriesBase.Series = inc
-		inc.e1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.e2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.e3 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.e4 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.e5 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
-		inc.e6 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
+		inc.e1 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.e2 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.e3 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.e4 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.e5 = &EWMA{IntervalWindow: inc.IntervalWindow}
+		inc.e6 = &EWMA{IntervalWindow: inc.IntervalWindow}
 		square := inc.VolumeFactor * inc.VolumeFactor
 		cube := inc.VolumeFactor * square
 		inc.c1 = -cube

diff --git a/pkg/indicator/tma.go b/pkg/indicator/tma.go
@@ -19,8 +19,8 @@ func (inc *TMA) Update(value float64) {
 	if inc.s1 == nil {
 		inc.SeriesBase.Series = inc
 		w := (inc.Window + 1) / 2
-		inc.s1 = &SMA{IntervalWindow: types.IntervalWindow{inc.Interval, w}}
-		inc.s2 = &SMA{IntervalWindow: types.IntervalWindow{inc.Interval, w}}
+		inc.s1 = &SMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: w}}
+		inc.s2 = &SMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: w}}
 	}
 
 	inc.s1.Update(value)

diff --git a/pkg/indicator/zlema.go b/pkg/indicator/zlema.go
@@ -43,7 +43,7 @@ func (inc *ZLEMA) Length() int {
 func (inc *ZLEMA) Update(value float64) {
 	if inc.lag == 0 || inc.zlema == nil {
 		inc.SeriesBase.Series = inc
-		inc.zlema = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
+		inc.zlema = &EWMA{IntervalWindow: inc.IntervalWindow}
 		inc.lag = int((float64(inc.Window)-1.)/2. + 0.5)
 	}
 	inc.data.Push(value)

diff --git a/pkg/strategy/bollmaker/strategy.go b/pkg/strategy/bollmaker/strategy.go
@@ -434,8 +434,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	// Setup dynamic spread
 	if s.DynamicSpread.Enabled {
-		s.DynamicSpread.DynamicBidSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{s.Interval, s.DynamicSpread.Window}}
-		s.DynamicSpread.DynamicAskSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{s.Interval, s.DynamicSpread.Window}}
+		s.DynamicSpread.DynamicBidSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.DynamicSpread.Window}}
+		s.DynamicSpread.DynamicAskSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.DynamicSpread.Window}}
 	}
 
 	if s.DisableShort {